+118.3%
KEY vs LCID
-96.8%
+215.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -1.5% |
| 7D | -1.3% | +8.9% | -10.2% | -2.2% |
| 30D | +5.1% | -15.4% | +20.6% | +6.5% |
| 3M | -7.1% | -52.9% | +45.8% | -0.8% |
| 6M | -4.4% | -46.8% | +42.5% | -0.8% |
| YTD | +4.0% | -68.9% | +72.9% | +13.1% |
| 1Y | +23.4% | -81.7% | +105.1% | +41.3% |
| 3Y | +113.9% | -92.4% | +206.3% | +154.6% |
| 5Y | +12.3% | -99.2% | +111.5% | +48.6% |
| All | +118.3% | -96.8% | +215.1% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling